Anic Equity¶

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Total return since start: 0.565 %¶

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Equity now: -----------------------------> 47809.77 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46414.87 Kr¶

PnL: ---------------------------------------> -473.7 Kr¶

DD now: ---------------------------------> -1.686 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 10:58:18.176229'

Anic Portfolio¶

This Week¶

Return: 0.588 %¶

Total¶

Return: 56.528 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.460000 2828.000000 192.000000 7.280000 2636.000010
Beijer Electronics Group 26 -0.170000 3099.200000 128.200000 4.320000 2971.000006
Corem Property Group B 59 -1.340000 653.720000 76.720000 13.300000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -0.550000 431.600000 76.600000 21.580000 355.000000
Boozt 12 0.980000 1723.200000 69.200000 4.180000 1653.999996
SAAB B 8 1.130000 3432.800000 55.800000 1.650000 3377.000000
HMS Networks 2 -0.170000 718.400000 45.400000 6.750000 673.000000
OEM International B 7 0.880000 560.700000 32.700000 6.190000 527.999997
Intrum 4 0.840000 550.800000 23.800000 4.520000 527.000000
FM Mattsson Mora Group B 50 -0.670000 2950.000000 23.000000 0.790000 2927.000000
MedCap 2 -0.230000 439.000000 18.000000 4.280000 421.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
Coor Service Management Hold. 8 0.070000 547.200000 15.200000 2.860000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -0.550000 258.240000 12.240000 4.980000 246.000000
Karnov Group 9 0.000000 548.100000 12.100000 2.260000 536.000004
Eastnine 4 -1.420000 498.400000 7.400000 1.510000 491.000000
Resurs Holding 22 0.190000 579.700000 5.700000 0.990000 573.999998
AcadeMedia 12 0.210000 561.840000 4.840000 0.870000 557.000004
Swedbank A 3 1.310000 566.400000 2.400000 0.430000 564.000000
Essity A 4 -1.370000 1150.000000 1.000000 0.090000 1149.000000
Creaspac SPAC 6 -0.210000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 0.230000 545.250000 -0.750000 -0.140000 546.000000
Securitas B 6 -0.040000 569.160000 -0.840000 -0.150000 570.000000
Norva24 Group 16 0.000000 542.080000 -0.920000 -0.170000 543.000000
Essity B 2 -1.210000 573.000000 -1.000000 -0.170000 574.000000
Midsona B 63 -0.320000 581.490000 -1.510000 -0.260000 582.999984
Nordea Bank Abp 29 0.050000 3451.000000 -3.000000 -0.090000 3453.999992
CTEK 13 1.470000 530.530000 -3.470000 -0.650000 533.999999
International Petroleum Corp. 5 1.930000 553.500000 -41.070000 -6.910000 594.565215
Vivesto 1368 2.060000 570.460000 -42.540000 -6.940000 612.999432
Sampo Oyj SDB 7 -0.650000 3755.500000 -94.500000 -2.450000 3850.000000
OX2 18 1.780000 1540.800000 -123.200000 -7.400000 1663.999992
Axfood 13 -0.470000 3571.100000 -184.900000 -4.920000 3756.000001
Fasadgruppen Group 35 -0.810000 3430.000000 -381.000000 -10.000000 3810.999990
Ovzon 52 0.530000 2953.600000 -408.400000 -12.150000 3361.999992
TOTAL 46419.470000 -469.100000 -1.67967% 46888.564618

Updated:¶

'2023-01-18 10:57:15.784896'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶